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scientific article; zbMATH DE number 1405936

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Publication:4938933
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zbMath0945.60086MaRDI QIDQ4938933

Jon Warren

Publication date: 11 October 2000

Full work available at URL: http://www.numdam.org/item?id=SPS_1999__33__257_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

one-dimensional diffusionsticky Brownian motioncriteria of cosinessTsirel'son method


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (9)

Representation of solutions to sticky stochastic differential equations ⋮ Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing ⋮ SDEs with no strong solution arising from a problem of stochastic control ⋮ Markov processes with spatial delay: Path space characterization, occupation time and properties ⋮ On skew sticky Brownian motion ⋮ A result on the Laplace transform associated with the sticky Brownian motion on an interval ⋮ On some properties of sticky Brownian motion ⋮ Some explicit results on one kind of sticky diffusion ⋮ A quickest detection problem with an observation cost




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